Samuel Rauhala
Biographic Data
| ID | 9613929 |
|---|---|
| NAME | Samuel Rauhala |
| GIVEN NAMES | Samuel |
| FAMILY NAME | Rauhala |
| SIGNATURE | RAUHALA S |
| AFFILIATIONS | University of Turku |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Similarity-based path forecasting of US recession periods
We develop a nonparametric similarity-based approach for binary time series that exploits recurring historical patterns to construct probability forecasts for all feasible multi-period outcome sequences. In contrast to conventional horizon-specific parametric models, our path forecasts are obtained simultaneously for all the horizons and remain internally consistent across them. Simulation experiments demonstrate that our method delivers accurate…
No prominent works on this page.
Similarity-based path forecasting of US recession periods
We develop a nonparametric similarity-based approach for binary time series that exploits recurring historical patterns to construct probability forecasts for all feasible multi-period outcome sequences. In contrast to conventional horizon-specific parametric models, our path forecasts are obtained simultaneously for all the horizons and remain internally consistent across them. Simulation experiments demonstrate that our method delivers accurate…
Business cycle (1 work) · Financial Risk and Volatility Modeling (1 work) · Forecasting Techniques and Applications (1 work) · Nonparametric statistics (1 work) · Parametric statistics (1 work) · Recession (1 work) · Stock Market Forecasting Methods (1 work)